Refer to Table 10-4. a. What was the settlement price on the June 2020 5-Year U.S....

 

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Refer to Table 10-4. a. What was the settlement price on the June 2020 5-Year U.S. Treasury Notes futures contract on March 13, 2020? (Do not round your intermediate calculations. Round your percentage answer to 3 decimal places. (e.g., 32.161)) b. How many March 2020 10-Year US. Treasury Notes futures contracts traded on March 13, 2020? c. What is the face value on a Swiss Franc currency futures contract on March 13, 2020? d. What was the settlement price on the March 2020 E-Mini Russell 2000 futures contract on March 13, 2020? (Round your answer to 2 decimal places. (e.g., 32.16)) a. Settlement price of 5-Year U.S. Treasury Notes notes futures contract b. Number of 10-Year US. Treasury Notes futures contracts c. Face value on a Swiss Franc currency futures contract d. Settlement price of E-Mini Russell 2000 futures contract CHF % TABLE 10-4 Futures Quote, March 13, 2020 INTEREST RATE FUTURES Expiration U.S. Treasury Bonds ($100,000; pts 32nds of 100%) Mar 2020 Jun 2020 10-Year U.S. Treasury Notes ($100,000; pts 32nds + 128ths of 100%) Mar2020 Jun 2020 5-Year U.S. Treasury Notes ($100,000, pts 32nds +128ths of 100%) Mar2020 Jun 2020 2-Year U.S. Treasury Notes ($100,000; pls 32nds +128ths of 100%) Jun 2020 Sep 2020 CURRENCY FUTURES Expiration Japanese Yen Mar 2020 Apr 2020 Canadian Dollar Mar 2020 Apr 2020 British Pound Mar 2020 Apr 2020 Euro Mar 2020 Apr 2020 INDEX FUTURES Expiration E-mini Dow Index ($5x DJIA Index) Mar 2020 Jun 2020 E-Mini S&P 500 Index ($50 x S&P 500 Index) Mar 2020 Jun 2020 E-Mini Nasdaq-100 Index ($20 x Nasdaq-100 Index) Mar 2020 Jun 2020 E-Mini Russell 2000 Index (850x Russell 2000 Index) Mar 2020 Jun 2020 Prior Last Change Settle Open High 178'08 176'15 136/005 136'060 123'165 124055 110047 110'100 Last 072360 072285 Last 22,835 22,664 2,664.75 2,652.75 -2'00 180'08 -2'17 7,823.00 7,810.25 174/11 179/00 173/00 1199.70 1191.20 Source: CME Group website, www.cmegroup.com -0/280 136/285 136040 137-040 -1020 137'080 138035 137'160 -0042 123'207 123'100 -0/102 Change 0.00925 -0.00025 0.00951 0.00954 0.00957 0.00922 0.00927 -0.00026 0.00952 0.00957 0.00957 0.00925 1.23090 -0.02730 1.25820 1.25730 1.22830 -0.03040 1.25870 1.25450 Prier Settle 0:002 110045 110/073 110/095 110033 0055 110045 110/100 110/100 110'100 123/165 123'085 14 124'157 124/275 125/025 123'312 1,489,041 1.11185 -0.00595 1.11780 1.11690 1.12230 1.10550 1.11500 -0.00740 1.11890 1.11880 1.12430 1.10750 174'11 179'04 180 23 172'05 Prior Change Settle Lom 0.00145 0.72215 0.71825 0.72555 0.71435 0.00070 0.72215 0.71940 0.72340 0.71600 1,750 21,085 1,720 20,944 Open High Low 135250 135'255 Open 89.80 1109.90 85.70 1105.50 1.26250 1.22590 1.26230 1.22830 High Low 23,008 23,147 20,388 22,830 23,022 20,230 1197.80 1217.30 1196.20 1211.60 Volume 200 407,014 687 2,187,664 1070.50 1056.60 822,318 1 Volume 63,584 364 44,99 66 42,166 201 150,468 504 195.75 2,469,00 2,689.75 2,707.75 2,393.50 3,295,273 196.75 2,456.00 2,678.25 2,697.25 2,380.00 3,182,675 Volume 607.75 7.215.25 7.910.00 7,978.00 6,942.50 578,813 608 50 7,201.75 7.891.00 7,961.00 6,925.25 440,248 230,169 230,212 299,016 297,538 Refer to Table 10-4. a. What was the settlement price on the June 2020 5-Year U.S. Treasury Notes futures contract on March 13, 2020? (Do not round your intermediate calculations. Round your percentage answer to 3 decimal places. (e.g., 32.161)) b. How many March 2020 10-Year US. Treasury Notes futures contracts traded on March 13, 2020? c. What is the face value on a Swiss Franc currency futures contract on March 13, 2020? d. What was the settlement price on the March 2020 E-Mini Russell 2000 futures contract on March 13, 2020? (Round your answer to 2 decimal places. (e.g., 32.16)) a. Settlement price of 5-Year U.S. Treasury Notes notes futures contract b. Number of 10-Year US. Treasury Notes futures contracts c. Face value on a Swiss Franc currency futures contract d. Settlement price of E-Mini Russell 2000 futures contract CHF % TABLE 10-4 Futures Quote, March 13, 2020 INTEREST RATE FUTURES Expiration U.S. Treasury Bonds ($100,000; pts 32nds of 100%) Mar 2020 Jun 2020 10-Year U.S. Treasury Notes ($100,000; pts 32nds + 128ths of 100%) Mar2020 Jun 2020 5-Year U.S. Treasury Notes ($100,000, pts 32nds +128ths of 100%) Mar2020 Jun 2020 2-Year U.S. Treasury Notes ($100,000; pls 32nds +128ths of 100%) Jun 2020 Sep 2020 CURRENCY FUTURES Expiration Japanese Yen Mar 2020 Apr 2020 Canadian Dollar Mar 2020 Apr 2020 British Pound Mar 2020 Apr 2020 Euro Mar 2020 Apr 2020 INDEX FUTURES Expiration E-mini Dow Index ($5x DJIA Index) Mar 2020 Jun 2020 E-Mini S&P 500 Index ($50 x S&P 500 Index) Mar 2020 Jun 2020 E-Mini Nasdaq-100 Index ($20 x Nasdaq-100 Index) Mar 2020 Jun 2020 E-Mini Russell 2000 Index (850x Russell 2000 Index) Mar 2020 Jun 2020 Prior Last Change Settle Open High 178'08 176'15 136/005 136'060 123'165 124055 110047 110'100 Last 072360 072285 Last 22,835 22,664 2,664.75 2,652.75 -2'00 180'08 -2'17 7,823.00 7,810.25 174/11 179/00 173/00 1199.70 1191.20 Source: CME Group website, www.cmegroup.com -0/280 136/285 136040 137-040 -1020 137'080 138035 137'160 -0042 123'207 123'100 -0/102 Change 0.00925 -0.00025 0.00951 0.00954 0.00957 0.00922 0.00927 -0.00026 0.00952 0.00957 0.00957 0.00925 1.23090 -0.02730 1.25820 1.25730 1.22830 -0.03040 1.25870 1.25450 Prier Settle 0:002 110045 110/073 110/095 110033 0055 110045 110/100 110/100 110'100 123/165 123'085 14 124'157 124/275 125/025 123'312 1,489,041 1.11185 -0.00595 1.11780 1.11690 1.12230 1.10550 1.11500 -0.00740 1.11890 1.11880 1.12430 1.10750 174'11 179'04 180 23 172'05 Prior Change Settle Lom 0.00145 0.72215 0.71825 0.72555 0.71435 0.00070 0.72215 0.71940 0.72340 0.71600 1,750 21,085 1,720 20,944 Open High Low 135250 135'255 Open 89.80 1109.90 85.70 1105.50 1.26250 1.22590 1.26230 1.22830 High Low 23,008 23,147 20,388 22,830 23,022 20,230 1197.80 1217.30 1196.20 1211.60 Volume 200 407,014 687 2,187,664 1070.50 1056.60 822,318 1 Volume 63,584 364 44,99 66 42,166 201 150,468 504 195.75 2,469,00 2,689.75 2,707.75 2,393.50 3,295,273 196.75 2,456.00 2,678.25 2,697.25 2,380.00 3,182,675 Volume 607.75 7.215.25 7.910.00 7,978.00 6,942.50 578,813 608 50 7,201.75 7.891.00 7,961.00 6,925.25 440,248 230,169 230,212 299,016 297,538

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